Forecasting and backtesting systemic risk in the cryptocurrency market
Sheng Fang, Guangxi Cao, Paul Egan
| Year of publication: |
2023
|
|---|---|
| Authors: | Fang, Sheng ; Cao, Guangxi ; Egan, Paul |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 54.2023, p. 1-9
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| Subject: | Cryptocurrency | Systemic risk | Forecasting | Backtesting | Virtuelle Währung | Virtual currency | Systemrisiko | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Statistischer Test | Statistical test | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103788 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472755